+79.3%
FROG vs WWD
+23.9%
+55.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +48.2% | +8.2% | +40.1% | +47.2% |
| 30D | +11.4% | -0.2% | +11.6% | +10.9% |
| 3M | +28.5% | -8.4% | +37.0% | +27.3% |
| 6M | +63.7% | -9.5% | +73.2% | +63.3% |
| YTD | +77.1% | +10.1% | +67.0% | +75.9% |
| 1Y | +79.3% | +21.6% | +57.8% | +77.3% |
| All | +79.3% | +23.9% | +55.4% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling